+13,824.2%
MA vs TER
+2,541.7%
+11,282.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -2.7% |
| 7D | -2.7% | +0.6% | -3.3% | -3.0% |
| 30D | +1.5% | -8.3% | +9.8% | +3.4% |
| 3M | +20.4% | -12.2% | +32.6% | +19.2% |
| 6M | +11.1% | +17.1% | -5.9% | -3.9% |
| YTD | +2.0% | +84.7% | -82.7% | -25.6% |
| 1Y | -2.2% | +199.9% | -202.1% | -41.4% |
| 3Y | +41.9% | +232.8% | -190.9% | -25.6% |
| 5Y | +75.4% | +198.6% | -123.2% | -9.7% |
| 10Y | +527.5% | +1,669.7% | -1,142.2% | +44.1% |
| All | +13,824.2% | +2,541.7% | +11,282.4% | +1,926.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TER wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling